%0 Journal Article
%A Gotthelf, Nina
%A Uhl, Matthias W.
%T Investing in US 10-Year Yields with News Sentiment
%D 2018
%R 10.3905/joi.2018.27.4.043
%J The Journal of Investing
%P 43-46
%V 27
%N 4
%X The tonality of news reporting has been shown to have explanatory and predictive power for equity prices. Using a novel approach and data set, the authors demonstrate that the news sentiment effect also holds for US government bond duration. They construct a successful trading strategy for the US 10-year government bond yield based on news sentiment.
%U https://joi.iijournals.com/content/iijinvest/27/4/43.full.pdf